+7.5%
SYK vs GTLB
-49.8%
+57.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.0% | -2.1% |
| 7D | -12.3% | -4.1% | -8.3% | -12.0% |
| 30D | -22.4% | +12.3% | -34.8% | -23.4% |
| 3M | -12.3% | +65.9% | -78.2% | -16.6% |
| 6M | -24.3% | +104.0% | -128.3% | -29.8% |
| YTD | -22.8% | +26.0% | -48.8% | -25.2% |
| 1Y | -28.8% | -3.5% | -25.3% | -29.4% |
| 3Y | -4.0% | -9.6% | +5.7% | -7.1% |
| All | +7.5% | -49.8% | +57.3% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling